5. Let the non-homogeneous Poisson process has the following intensity a(t) = -t² + 2t+8, 0≤t≤4 a. Compute Ao, the maximum value of 2(t) over the interval. b. Write an algorithm for generating the said process for to = 4. function

Elements Of Modern Algebra
8th Edition
ISBN:9781285463230
Author:Gilbert, Linda, Jimmie
Publisher:Gilbert, Linda, Jimmie
Chapter1: Fundamentals
Section1.6: Matrices
Problem 7E: Let ij denote the Kronecker delta: ij=1 if i=j, and ij=0 if ij. Find the value of the following...
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please send handwritten solution for Q 5
1.
Use Linear Congruential Method to generate the first five uniform
random numbers U1, U2, ., Us given the following:
....
a = 74, m = 212 – 1, c = 547 and xo = 100
2.
The Pareto(a,b) distribution has cdf given as follows
F(x) = 1- () ,x > b > 0, a > 0
a. Derive the probability inverse transformation F¯(U).
b. Use the inverse transform method to write an algorithm for a Pareto (2,2)
distribution.
3.
Use rejection method to write an algorithm that will generate the
gamma
(2,1) random variable X having the density function as follows:
f(x) = xe-,x > 0
%3D
(Hint: Use Y with density function g(y) = e,y> 0)
4.
Write an algorithm to generate X for the following mixture:
Fx(x) = 0.4Fx,(x) + 0.25F×,(x) + 0.35Fx, (x)
%3D
where X1~N(1,1), X2~N(0,2), X3~N(2,4).
5.
Let the non-homogeneous Poisson process has the following intensity
function
A(t) = -t² + 2t + 8, 0st<4
a. Compute lo, the maximum value of 1(t) over the interval.
b. Write an algorithm for generating the said process for to = 4.
Transcribed Image Text:1. Use Linear Congruential Method to generate the first five uniform random numbers U1, U2, ., Us given the following: .... a = 74, m = 212 – 1, c = 547 and xo = 100 2. The Pareto(a,b) distribution has cdf given as follows F(x) = 1- () ,x > b > 0, a > 0 a. Derive the probability inverse transformation F¯(U). b. Use the inverse transform method to write an algorithm for a Pareto (2,2) distribution. 3. Use rejection method to write an algorithm that will generate the gamma (2,1) random variable X having the density function as follows: f(x) = xe-,x > 0 %3D (Hint: Use Y with density function g(y) = e,y> 0) 4. Write an algorithm to generate X for the following mixture: Fx(x) = 0.4Fx,(x) + 0.25F×,(x) + 0.35Fx, (x) %3D where X1~N(1,1), X2~N(0,2), X3~N(2,4). 5. Let the non-homogeneous Poisson process has the following intensity function A(t) = -t² + 2t + 8, 0st<4 a. Compute lo, the maximum value of 1(t) over the interval. b. Write an algorithm for generating the said process for to = 4.
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